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ProShares Decline of the Retail Store ETF EMTY

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Market datapartial · fetched 2026-10-22T07:57:34.558Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.144333298Z

FundamentalsAlpha Vantage · unavailable

Share price$23.13
1D-0.3%
AH$23.09$23.12$23.14$23.17$23.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMTY
Sold putSold callAH

ProShares Decline of the Retail Store ETF options

Live interpolated EMTY call and put midpoint premiums by absolute delta.ProShares Decline of the Retail Store ETF$0.57$1.20$1.84$2.47$3.11$18.31$20.62$22.92$25.23$27.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMTY spot · $23.13EMTY PRICE$0.64$0.85$0.86$0.89$0.95$1.02$1.09$1.17$1.29$1.41$1.53$1.68$1.87$0.86$0.89$0.98$1.26$1.55$1.99$2.31$2.46$2.60$2.71$2.82$2.92
PutsExpensive1.74×
CallsExpensive4.50×
SkewBearish+6.34 pp
Implied moveBearish±$3.09
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1286.2%28.7%
25Δ29.2299.1%30.0%20.4478.7%15.3%
30Δ26.8178.0%19.7%21.3965.3%11.4%
35Δ25.3363.6%13.4%22.1057.3%8.7%
40Δ24.5155.6%10.1%22.5859.5%7.8%
45Δ23.8949.7%7.7%23.0762.0%7.0%
50Δ23.4745.5%6.2%23.6666.3%6.3%
55Δ23.0441.2%4.7%24.1866.7%5.5%
60Δ22.7439.0%3.9%24.5961.9%4.3%
65Δ22.4536.9%3.2%25.0057.0%3.1%
70Δ22.1634.9%2.4%25.2752.2%2.4%
75Δ21.8833.0%1.9%25.5447.4%1.8%
80Δ21.6031.3%1.5%25.8142.6%1.1%

20Δ

Calls
Pseudo strike
29.12
IV
86.2%
B/E move
28.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.22
IV
99.1%
B/E move
30.0%
Puts
Pseudo strike
20.44
IV
78.7%
B/E move
15.3%

30Δ

Calls
Pseudo strike
26.81
IV
78.0%
B/E move
19.7%
Puts
Pseudo strike
21.39
IV
65.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
25.33
IV
63.6%
B/E move
13.4%
Puts
Pseudo strike
22.10
IV
57.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
24.51
IV
55.6%
B/E move
10.1%
Puts
Pseudo strike
22.58
IV
59.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
23.89
IV
49.7%
B/E move
7.7%
Puts
Pseudo strike
23.07
IV
62.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
23.47
IV
45.5%
B/E move
6.2%
Puts
Pseudo strike
23.66
IV
66.3%
B/E move
6.3%

55Δ

Calls
Pseudo strike
23.04
IV
41.2%
B/E move
4.7%
Puts
Pseudo strike
24.18
IV
66.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
22.74
IV
39.0%
B/E move
3.9%
Puts
Pseudo strike
24.59
IV
61.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
22.45
IV
36.9%
B/E move
3.2%
Puts
Pseudo strike
25.00
IV
57.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
22.16
IV
34.9%
B/E move
2.4%
Puts
Pseudo strike
25.27
IV
52.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
21.88
IV
33.0%
B/E move
1.9%
Puts
Pseudo strike
25.54
IV
47.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
21.60
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
25.81
IV
42.6%
B/E move
1.1%

Options history

No recorded observations